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- Title
Updating QR factorization procedure for solution of linear least squares problem with equality constraints.
- Authors
Zeb, Salman; Yousaf, Muhammad
- Abstract
In this article, we present a QR updating procedure as a solution approach for linear least squares problem with equality constraints. We reduce the constrained problem to unconstrained linear least squares and partition it into a small subproblem. The QR factorization of the subproblem is calculated and then we apply updating techniques to its upper triangular factor R to obtain its solution. We carry out the error analysis of the proposed algorithm to show that it is backward stable. We also illustrate the implementation and accuracy of the proposed algorithm by providing some numerical experiments with particular emphasis on dense problems.
- Subjects
QR factorization; LEAST squares; MATHEMATICAL equivalence; CONSTRAINTS (Physics); ALGORITHMS
- Publication
Journal of Inequalities & Applications, 2017, Vol 2017, Issue 1, p1
- ISSN
1025-5834
- Publication type
Article
- DOI
10.1186/s13660-017-1547-0